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TSS

Two Sigma Securities Portfolio holdings

AUM $1.16B
1-Year Est. Return 36.23%
This Fund
S&P 500
This Quarter Est. Return
-16.36%
1 Year Est. Return
+36.23%
3 Year Est. Return
+108.69%
5 Year Est. Return
+124.54%
10 Year Est. Return
+352.99%
AUM
$4.44B
AUM Growth
-$10.4B
Cap. Flow
-$172M
Cap. Flow %
-3.88%
Top 10 Hldgs %
50.22%
Holding
2,687
New
395
Increased
175
Reduced
688
Closed
1,412

Top Buys

Rank Stock Value
1
IVV icon
iShares Core S&P 500 ETF
IVV
+$105M
2
CFXA
Colfax Corporation 5.75% Tangible Equity Units
CFXA
+$36.1M
3
BDXA
Becton, Dickinson and Company Depositary Shares, each Representing a 1/20th Interest in a Share of 6
BDXA
+$34.8M
4
CCI.PRA
Crown Castle International Corp. 6.875% Mandatory Convertible Preferred Stock, Series A
CCI.PRA
+$30M
5
FTV.PRA
Fortive Corporation 5.00% Mandatory Convertible Preferred Stock, Series A
FTV.PRA
+$19.4M

Top Sells

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$396M
2
QQQ icon
Invesco QQQ Trust
QQQ
+$35.8M
3
MDY icon
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
+$9.1M
4
SHV icon
iShares 0-1 Year Treasury Bond ETF
SHV
+$6.93M
5
EEM icon
iShares MSCI Emerging Markets ETF
EEM
+$5.78M

Sector Composition

Rank Sector Weight
1 Miscellaneous 96.15%
2 Financials 0.71%
3 Consumer Discretionary 0.65%
4 Technology 0.58%
5 Utilities 0.56%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
GOOS
1701
PUT
Canada Goose Holdings
GOOS
$725M
– –
-19,700
Closed -$714K
GPC icon
1702
PUT
Genuine Parts
GPC
$18B
– –
-11,500
Closed -$1.22M
GPN icon
1703
PUT
Global Payments
GPN
$22.9B
– –
-1,800
Closed -$329K
GPRO icon
1704
CALL
GoPro
GPRO
$262M
– –
-90,500
Closed -$393K
GRMN
1705
CALL
Garmin
GRMN
$53.4B
– –
-15,800
Closed -$1.54M
GRMN
1706
PUT
Garmin
GRMN
$53.4B
– –
-6,900
Closed -$673K
GRPN icon
1707
CALL
Groupon
GRPN
$786M
– –
-3,985
Closed -$190K
GSG icon
1708
iShares S&P GSCI Commodity-Indexed Trust
GSG
$1.06B
– –
-13,255
Closed -$215K
GSK icon
1709
CALL
GSK
GSK
$101B
– –
-96,720
Closed -$5.68M
GSK icon
1710
GSK
GSK
$101B
– –
-3,819
Closed -$224K
GSK icon
1711
PUT
GSK
GSK
$101B
– –
-5,840
Closed -$343K
GT icon
1712
CALL
Goodyear
GT
$1.49B
– –
-50,200
Closed -$781K
GT icon
1713
Goodyear
GT
$1.49B
– –
-41,451
Closed -$645K
GT icon
1714
PUT
Goodyear
GT
$1.49B
– –
-37,700
Closed -$586K
GTN icon
1715
CALL
Gray Television
GTN
$490M
– –
-16,800
Closed -$360K
GVA icon
1716
PUT
Granite Construction
GVA
$5.14B
– –
-200,000
Closed -$5.53M
GWRE icon
1717
PUT
Guidewire Software
GWRE
$12B
– –
-9,100
Closed -$999K
GWW icon
1718
W.W. Grainger
GWW
$59.3B
– –
-1,159
Closed -$343K
HAE icon
1719
Haemonetics
HAE
$4.83B
– –
-2,218
Closed -$255K
HAIN icon
1720
CALL
Hain Celestial
HAIN
$53.2M
– –
-18,400
Closed -$478K
HALO icon
1721
CALL
Halozyme
HALO
$12.3B
– –
-66,300
Closed -$1.18M
HAS icon
1722
CALL
Hasbro
HAS
$12.6B
– –
-20,700
Closed -$2.19M
HAS icon
1723
PUT
Hasbro
HAS
$12.6B
– –
-5,100
Closed -$539K
HBI
1724
CALL
DELISTED
Hanesbrands
HBI
– –
-59,900
Closed -$890K
HBI
1725
DELISTED
Hanesbrands
HBI
– –
-11,982
Closed -$178K
67 68
69
70 71

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CIA
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OWA
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FFS
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MFA
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LA
LVW Advisors Pittsford, New York $1.16B AUM 26.37% 1-Year Est. Return
PGCM
Prescott Group Capital Management Tulsa, Oklahoma $1.16B AUM 53.61% 1-Year Est. Return

Two Sigma Securities's Q1 2020 Portfolio in Review

As of Q1 2020, Two Sigma Securities held 2,687 positions worth $4.44B, down 70% from $14.8B the previous quarter. Its ten largest holdings account for 50% of the portfolio.

Two Sigma Securities withdrew a net $172M in Q1 2020, closing 1,412 positions and reducing 688 holdings. Its most notable exit was iShares 0-1 Year Treasury Bond ETF, an estimated $6.93M position sold in full.

By sector, the portfolio is most concentrated in Miscellaneous at 96% of assets, down from 98% a quarter earlier, followed by Financials and Consumer Discretionary.

Against the trend, Two Sigma Securities opened a new position in State Street Financial Select Sector SPDR ETF worth $6.14M.

  • Two Sigma Securities's largest Q1 2020 buy was State Street Financial Select Sector SPDR ETF: 294,730 shares worth $6.14M.
  • Two Sigma Securities added most to iShares Core S&P 500 ETF in Q1 2020, an estimated $105M increase.
  • Two Sigma Securities's biggest Q1 2020 reduction was State Street SPDR S&P 500 ETF Trust, cutting an estimated $396M.
  • Two Sigma Securities fully exited iShares 0-1 Year Treasury Bond ETF in Q1 2020, selling an estimated $6.93M.
  • Two Sigma Securities's ten largest holdings make up 50% of its $4.44B portfolio in Q1 2020.
  • Two Sigma Securities opened 395 new positions and closed 1,412 in Q1 2020.
  • Two Sigma Securities's portfolio value fell 70% quarter-over-quarter to $4.44B.

Based on Two Sigma Securities's 13F filing for Q1 2020, filed 15 May 2020.